FRTB to double market RWAs of EU banks

Risk-weighted assets across 44 banks to increase 105% on average

Revisions to the Basel Committee on Banking Supervision’s market risk framework will increase European banks’ market risk-weighted assets (RWAs) by 105% on average, a study by the European Banking Authority shows. 

The 2019 iteration of the Fundamental Review of the Trading Book (FRTB) standard, due to come into force in 2022, will hit those banks using the internal models approach (IMA) hardest, pushing their market RWAs up 108% on average relative to current levels. Those planning to

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here